First and Second Order Necessary Conditions for Stochastic Optimal Control Problems

By Thème Num, J. Frederic, B. F. J. Silva, Juin, J. Bonnans, Francisco J. Silva. Applied Mathematics and Optimization, 2012

53 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/0a074594dc1532b346bf32c3e3c4bdfaa460980a